Numerically stable computation of CreditRisk+
Year of publication: |
2004
|
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Authors: | Haaf, Hermann ; Reiß, Oliver ; Schoenmakers, John |
Published in: |
CreditRisk+ in the banking industry. - Berlin : Springer, ISBN 978-3-540-20738-2. - 2004, p. 69-77
|
Subject: | Theorie | Theory | Numerisches Verfahren | Numerical analysis | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk |
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